+552.8%
XLP vs TSCO
+16,377.9%
-15,825.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +0.7% | +7.1% | -6.4% | -0.2% |
| 30D | +10.3% | +11.8% | -1.5% | +8.6% |
| 3M | +6.5% | +7.4% | -0.8% | +5.4% |
| 6M | +8.4% | +13.4% | -5.0% | +6.3% |
| YTD | +18.2% | -25.9% | +44.1% | +22.3% |
| 1Y | +22.4% | -29.9% | +52.3% | +27.6% |
| 3Y | +41.9% | -3.4% | +45.2% | +40.9% |
| 5Y | +40.9% | -9.4% | +50.3% | +40.0% |
| 10Y | +128.4% | +227.1% | -98.7% | +91.8% |
| All | +552.8% | +16,377.9% | -15,825.1% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling